+102.4%
STX vs IGV
-7.2%
+109.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +14.6% | +2.3% | +12.3% | +14.2% |
| 30D | -26.0% | -6.0% | -20.0% | -25.2% |
| 3M | -42.6% | -4.8% | -37.8% | -41.9% |
| 6M | -35.3% | +14.2% | -49.5% | -35.2% |
| YTD | +92.5% | -4.2% | +96.7% | +131.4% |
| 1Y | +102.4% | -5.3% | +107.7% | +146.1% |
| All | +102.4% | -7.2% | +109.6% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IGV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling